Software

I am an enthusiastic Julia and R user and contributor. This page contains a list of my open source software projects.

Visual Studio Code is my IDE of choice, and I use Quarto to write reproducible documents and this webpage.

Julia

Forecasts of the Nile River flow using Long Memory Models

LongMemory.jl

Econometrics

Time Series Analysis

A package for time series long memory modelling in Julia.

Dashboard showing the probability of breaching the 1.5°C threshold for the HadCRUT5 dataset

Dashboard for Breaching 1.5°C: Give me the odds

Climate Econometrics

A dashboard that provides continuously updated results from the paper Breaching 1.5°C: Give me the odds.

Animation showing the breach of the 1.5°C threshold for realization 10 of the HadCRUT5 dataset

Quarto manuscript for Breaching 1.5°C: Give me the odds

Climate Econometrics

A Quarto manuscript that provides an overview of the methods and results from the paper Breaching 1.5°C: Give me the odds.

CO2 emissions from anthropogenic sources

Quarto manuscript for Robust Estimation of the Carbon Dioxide Airborne Fraction Under Measurement Errors

Climate Econometrics

A Quarto manuscript that provides an overview of the methods and results from the paper Robust Estimation of the Carbon Dioxide Airborne Fraction Under Measurement Errors.

Quick access to the replication notebook here.

Global temperature anomalies for the last 30 years from the most used sources

Quarto notebook to obtain Global Temperature Anomalies data.

Climate Econometrics

A Quarto notebook to obtain global temperature anomalies data from the most used datasets (HadCRUT5, GISTEMP, Berkeley Earth, and NOAA). The notebook computes temperature anomalies relative to the pre-industrial period (1850-1900) and provides plots of the data.

Violing plots long memory estimate climate stocks after Paris Agreement

Replication codes for Effects of the Paris Agreement and the COVID-19 Pandemic on Volatility Persistence of Stocks Associated with the Climate Crisis: A Multiverse Analysis

Climate Econometrics

Replication codes for the paper.

Replication notebook for A regression-based approach to the CO2 airborne fraction.

Climate Econometrics

A Quarto notebook that replicates the results from the paper.

R

MICE Illustration

Econometrics

A notebook that illustrates the use of the MICE package for multivariate imputation by chained equations in R.

Time Series Exercise

Time Series Analysis

A notebook that provides an exercise on time series decomposition and forecasting using exponential smoothing and the Holt-Winters model in R.